+1,779.8%
TSM vs INDA
+84.7%
+1,695.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.0% | +0.3% | +0.5% |
| 7D | +1.0% | -2.7% | +3.7% | +2.9% |
| 30D | +1.0% | -2.8% | +3.7% | +2.9% |
| 3M | +2.9% | +1.6% | +1.3% | +1.8% |
| 6M | +22.8% | -1.4% | +24.2% | +24.5% |
| YTD | +43.3% | -10.1% | +53.4% | +54.8% |
| 1Y | +69.2% | -8.8% | +78.0% | +80.7% |
| 3Y | +404.5% | +7.6% | +396.9% | +383.2% |
| 5Y | +282.2% | +5.8% | +276.4% | +271.0% |
| All | +1,779.8% | +84.7% | +1,695.0% | +1,257.2% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded INDA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling